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Neckel, Tobias / Rupp, Florian

Random Differential Equations in Scientific Computing


Open Access

    Open Access
    eBook (PDF)
    Publication Date:
    December 2013
    Copyright year:
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    Theory and numerics of random differential equations from an interdisciplinary and problem-centered point of view.
    State–of-the-art concepts of both dynamical systems and scientific computing.

    Aims and Scope

    This book is a holistic and self-contained treatment of the analysis and numerics of random differential equations from a problem-centred point of view. An interdisciplinary approach is applied by considering
    state-of-the-art concepts of both dynamical systems and scientific computing.

    The red line pervading this book is the two-fold reduction of a random partial differential equation disturbed by some external force as present in many important applications in science and engineering. First, the random partial differential equation is reduced to a set of random ordinary differential equations in the spirit of the method of lines. These are then further reduced to a family of (deterministic) ordinary
    differential equations.

    The monograph will be of benefit, not only to mathematicians, but can also be used for interdisciplinary courses in informatics and engineering.


    650 pages
    Type of Publication:
    Random differential equations, dynamical systems, scientific computing
    Beginning graduate/ master level students of theory and numerics of stochastically perturbed differential equations.

    MARC record

    MARC record for eBook

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    Tobias Neckel and Florian Rupp, TU München, München, Germany.

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